Static states blender game
The BGE is event driven. The initial event is the "object is created" event. 

That can be measured with an always sensor. For example you can activate an action actuator after the object was created.



To ensure the any long running actuators are deactivated after the first frame enable the [Tap] switch at the sensor.



When you use the build-in state machine I suggest to measure when the state changes to the waiting state. A sensor measures state changes when the [Level] switch is enabled. This means the always sensor triggers on state change not just on object creation but on state change too.